+37.7%
PPL vs BG
+84.8%
-47.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.4% | -0.6% |
| 7D | +1.8% | +2.4% | -0.6% | +1.5% |
| 30D | -1.1% | +15.0% | -16.1% | -2.7% |
| 3M | 0.0% | -0.7% | +0.7% | 0.0% |
| 6M | -7.6% | +7.5% | -15.1% | -8.7% |
| YTD | +1.7% | +41.6% | -39.9% | -3.1% |
| 1Y | +1.5% | +50.7% | -49.1% | -4.3% |
| 3Y | +55.3% | +20.3% | +35.0% | +50.4% |
| 5Y | +37.7% | +85.2% | -47.5% | +24.1% |
| All | +37.7% | +84.8% | -47.0% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling